CUVRX Holdings List

As of Sep 30, 2024

No.	Symbol	Name	% Weight	Shares
1	FNCL 4.5 10.11	Federal National Mortgage Association 4.5%	6.04%	115,000,000
2	FNCL 3.5 10.11	Federal National Mortgage Association 3.5%	4.97%	99,927,560
3	n/a	Columbia Short-Term Cash	4.76%	88,885,727
4	G2SF 4.5 10.11	Government National Mortgage Association 4.5%	3.43%	65,000,000
5	FNCL 3 10.11	Federal National Mortgage Association 3%	2.11%	44,000,000
6	G2 CD3644	Government National Mortgage Association 2.5%	2.06%	44,733,300
7	FNCI 3 10.11	Federal National Mortgage Association 3%	1.84%	36,000,000
8	FN FS2446	Fnma Pass-Thru I 4%	1.78%	34,105,463
9	FN MA4325	Federal National Mortgage Association 2%	1.27%	28,479,137
10	FR SD7555	Federal Home Loan Mortgage Corp. 3%	1.25%	25,594,808
11	FN FM6555	Fnma Pass-Thru I 2%	1.19%	26,607,107
12	FN FM6927	Fnma Pass-Thru I 2%	1.09%	24,305,994
13	FNCL 6 10.11	Federal National Mortgage Association 6%	1.09%	20,000,000
14	G2 CB9139	Government National Mortgage Association 2.5%	1.02%	22,056,925
15	FNCL 5 10.11	Federal National Mortgage Association 5%	1.01%	19,000,000
16	FN FM7066	Fnma Pass-Thru I 2.5%	1.01%	21,264,741
17	FNCI 2.5 10.12	Federal National Mortgage Association 2.5%	1.00%	20,000,000
18	FN BV9870	Fnma Pass-Thru I 3.5%	0.99%	19,816,172
19	HPA 2021-2 B	HOME PARTNERS OF AMERICA 2021-2 TRUST 2.302%	0.97%	19,217,799
20	FR SD3657	Federal Home Loan Mortgage Corp. 5%	0.97%	17,582,397
21	FR SD7536	Federal Home Loan Mortgage Corp. 2.5%	0.96%	20,312,018
22	MDPK 2015-18A CRR	Madison Park Funding XVIII Limited 7.44362%	0.93%	17,075,000
23	FR SD5764	Federal Home Loan Mortgage Corp. 2%	0.92%	20,613,900
24	FN FS5183	Fnma Pass-Thru I 3%	0.91%	18,792,217
25	FN CB6460	Fnma Pass-Thru I 5%	0.89%	16,638,898
26	FN BR4812	Fnma Pass-Thru I 2%	0.88%	19,638,967
27	FN FS7073	Fnma Pass-Thru I 2%	0.85%	19,082,425
28	G2SF 3 10.11	Government National Mortgage Association 3%	0.83%	17,000,000
29	GNR 2024-80 PT	Government National Mortgage Association 3.5%	0.81%	16,360,539
30	GNR 2024-30 TQ	Government National Mortgage Association 5%	0.81%	15,039,823
31	CGMS 2013-4A BRR	Carlyle Global Mkt Strategies Clo 2013-4 Ltd 6.98298%	0.80%	14,725,000
32	FN FM4631	Fnma Pass-Thru I 2%	0.75%	16,692,177
33	PAID 2024-2 B	PAGAYA AI DEBT TRUST 2024-2 6.611%	0.75%	13,743,887
34	FN FM4958	Fnma Pass-Thru I 2.5%	0.73%	15,403,063
35	FNR 2018-7 CD	Federal National Mortgage Association 3%	0.72%	14,672,160
36	FR RA7279	Federal Home Loan Mortgage Corp. 3.5%	0.71%	14,126,697
37	FN FM4270	Fnma Pass-Thru I 3%	0.70%	14,399,861
38	FN AL9773	Federal National Mortgage Association 3%	0.67%	13,530,401
39	FR SD4007	Federal Home Loan Mortgage Corp. 4%	0.66%	12,712,024
40	PSTAT 2021-4A B	PALMER SQUARE LOAN FUNDING LTD 7.31298%	0.65%	12,000,000
41	FHR 4763 ZW	Federal Home Loan Mortgage Corp. 4%	0.65%	12,563,376
42	FN CB4625	Fnma Pass-Thru I 5%	0.64%	11,794,231
43	FN FM1809	Fnma Pass-Thru I 3.5%	0.62%	11,647,890
44	FN CA4420	Fnma Pass-Thru I 3%	0.62%	12,595,773
45	G2 MA7135	Government National Mortgage Association 2%	0.60%	13,134,151
46	GNR 2024-80 DT	Government National Mortgage Association 3%	0.55%	11,481,924
47	FHR 4378 ZB	Federal Home Loan Mortgage Corp. 3%	0.55%	11,159,997
48	CAS 2022-R02 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 8.28012%	0.55%	10,000,000
49	SNDPT 2013-3RA B	Sound Point CLO XI Ltd 7.29085%	0.54%	10,000,000
50	LHOME 2024-RTL1 A1	LHOME MORTGAGE TRUST 2024-RTL1 7.017%	0.54%	10,000,000
51	NRZT 2019-RPL3 B3	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 3.99738%	0.50%	12,000,000
52	FR ZT1526	Federal Home Loan Mortgage Corp. 4%	0.48%	9,080,577
53	PAID 2022-1 B	PAGAYA AI DEBT TRUST 2022-1 3.344%	0.47%	8,937,739
54	FG U99126	Federal Home Loan Mortgage Corp. 3%	0.46%	9,098,931
55	FNR 2016-23 Z	Federal National Mortgage Association 3.5%	0.44%	8,788,032
56	n/a	CDS: (CMBX.NA.10.BBB-)	0.44%	10,000,000
57	PRET 2024-NPL2 A2	PRET 2024-NPL2 LLC 10.037%	0.43%	8,000,000
58	APID 2017-28A B	Apidos Clo Xxviii 7.24362%	0.43%	8,000,000
59	FNCL 5.5 10.11	Federal National Mortgage Association 5.5%	0.43%	8,000,000
60	FN FS6439	Fnma Pass-Thru I 5%	0.43%	7,822,936
61	RRAM 2017-1A A2B	RR 1 Ltd. 7.16298%	0.42%	7,800,000
62	STACR 2021-DNA5 B2	Freddie Mac Stacr Remic Trust 10.78012%	0.42%	7,000,000
63	CIM 2020-R3 A1B	Cim Tr 2020-R3 4%	0.41%	8,500,000
64	FN AL9498	Federal National Mortgage Association 3%	0.40%	8,170,196
65	FNCL 2 10.13	Federal National Mortgage Association 2%	0.40%	9,000,000
66	PAID 2024-3 C	PAGAYA AI DEBT TRUST 2024-3 7.297%	0.38%	7,000,000
67	OZLM 2015-11A A2R	Ozlm Xi Ltd./Llc. 7.26698%	0.38%	7,000,000
68	FN FM7627	Fnma Pass-Thru I 2%	0.37%	7,458,550
69	CGMS 2013-3A BR	Carlyle Global Market Strategies CLO 2013-3 Ltd. 7.26298%	0.37%	6,750,000
70	n/a	BAYVIEW FINANCING TRUST 4.18663%	0.36%	6,705,770
71	FG U90190	Federal Home Loan Mortgage Corp. 3.5%	0.36%	6,949,884
72	RRAM 2018-3A A2R2	RR 3 Ltd. 6.96298%	0.35%	6,500,000
73	GRADE 2023-FIG4 CE	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG4 49.38116%	0.34%	3,706,182
74	VERUS 2020-1 M1	Verus Securitization Trust 3.021%	0.34%	6,700,000
75	IMPRL 2021-NQM4 A3	IMPERIAL FUND MORTGAGE TRUST 2021-NQM4 2.45%	0.34%	7,096,654
76	CHNGE 2022-2 A1	CHNGE MORTGAGE TRUST 2022-2 3.757%	0.34%	6,425,810
77	CHNGE 2023-1 M1	CHNGE MORTGAGE TRUST 2023-1 8.2564%	0.34%	6,144,000
78	FN FS2184	Fnma Pass-Thru I 2%	0.34%	7,536,137
79	G2 MA5138	Government National Mortgage Association 4.5%	0.33%	6,139,638
80	n/a	5Y Rtr 4.000000 07-May-2025	0.33%	150,000,000
81	FG G60251	Federal Home Loan Mortgage Corp. 3.5%	0.32%	6,369,165
82	PRET 2024-RN1 A1	PRET 2024-RN1 LLC 7.1428%	0.32%	5,819,720
83	PRPM 2022-NQM1 M1	PRPM 2022-NQM1 TRUST 5.43174%	0.31%	6,000,000
84	CHNGE 2023-4 M1	CHNGE MORTGAGE TRUST 2023-4 8.44916%	0.31%	5,480,320
85	GCAT 2023-NQM4 A1	GCAT 2023-NQM4 TRUST 4.25%	0.30%	5,882,579
86	GNR 2021-8 IO	Government National Mortgage Association 3%	0.29%	32,399,445
87	n/a	10Y Rtr 4.000000 06-Nov-2024	0.28%	95,000,000
88	PAID 2024-3 B	PAGAYA AI DEBT TRUST 2024-3 6.571%	0.28%	5,200,000
89	PNT 2021-1 A1	POINT SECURITIZATION TRUST 3.2282%	0.28%	5,218,743
90	CHNGE 2023-3 A1	CHNGE MORTGAGE TRUST 2023-3 7.1%	0.27%	4,995,205
91	MSC 2019-MEAD D	MORGAN STANLEY CAPITAL I TRUST 3.283%	0.27%	5,500,000
92	PAID 2022-3 B	PAGAYA AI DEBT TRUST 2022-3 8.05%	0.27%	4,999,515
93	FG Q27955	Federal Home Loan Mortgage Corp. 4%	0.27%	5,071,507
94	PRPM 2023-RCF2 A3	PRPM 2023-RCF2 LLC 4%	0.25%	5,000,000
95	STACR 2022-DNA2 B1	Freddie Mac Stacr Remic Trust 10.03012%	0.25%	4,500,000
96	FR QN6094	Federal Home Loan Mortgage Corp. 2%	0.25%	5,087,080
97	GNR 2023-113 HS	Government National Mortgage Association 0.97466%	0.23%	32,420,126
98	AFFRM 2023-B A	AFFIRM ASSET SECURITIZATION TRUST 2023-B 6.82%	0.23%	4,250,000
99	VERUS 2023-INV1 M1	VERUS SECURITIZATION TRUST 2023-INV1 7.54541%	0.23%	4,200,000
100	STACR 2021-DNA1 B2	Freddie Mac Stacr Remic Trust 10.03012%	0.23%	4,000,000
101	RUN 2022-NQM1 M1	RUN 2022-NQM1 TRUST 4.03827%	0.23%	5,000,000
102	OBX 2022-NQM3 A2	OBX 2022-NQM3 TRUST 3.833%	0.23%	5,264,000
103	GNR 2022-190 GS	Government National Mortgage Association 1.07466%	0.23%	30,371,693
104	CSMC 2022-NQM1 A3	CSMC 2022-NQM1 TRUST 2.675%	0.23%	4,859,873
105	SGR 2019-3 M1	Sg Residential Mortgage Trust 2019-3 3.526%	0.22%	4,224,000
106	FHR 5345 SE	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0.54345%	0.22%	31,441,348
107	PAID 2023-5 C	PAGAYA AI DEBT TRUST 2023-5 9.099%	0.22%	3,999,966
108	n/a	CDS: (CMBX.NA.10.BBB-)	0.22%	5,000,000
109	TRK 2024-RRTL1 M1	TOORAK MORTGAGE TRUST 2024-RRTL1 9.162%	0.22%	4,000,000
110	PAID 2023-1 B	Pagaya Ai Debt Trust 2023-1 9.435%	0.22%	3,999,444
111	ACHV 2023-3PL C	ACHV ABS TRUST 2023-3PL 7.35%	0.22%	4,000,000
112	FHR 5104 LH	Federal Home Loan Mortgage Corp. 2%	0.21%	4,707,216
113	FNR 2017-72 B	Federal National Mortgage Association 3%	0.21%	4,252,760
114	FN AB5784	Federal National Mortgage Association 3.5%	0.21%	4,089,002
115	FG G07760	Federal Home Loan Mortgage Corp. 3.5%	0.21%	4,075,213
116	GNR 2021-146 IK	Government National Mortgage Association 3.5%	0.21%	19,981,450
117	ACHV 2024-1PL C	ACHV ABS TRUST 2024-1PL 6.42%	0.21%	3,850,000
118	n/a	ANTLR MORTGAGE TRUST 2024-RTL1 9.48663%	0.21%	3,801,813
119	PRKCM 2022-AFC1 A3	PRKCM 2022-AFC1 TRUST 4.1%	0.20%	4,083,906
120	FG V81421	Federal Home Loan Mortgage Corp. 3.5%	0.20%	4,001,611
121	LMAT 2021-GS1 A1	LEGACY MORTGAGE ASSET TRUST 4.892%	0.20%	3,680,200
122	CHNGE 2023-4 A1	CHNGE MORTGAGE TRUST 2023-4 7.573%	0.20%	3,564,993
123	GNR 2021-175 IJ	Government National Mortgage Association 3%	0.19%	21,172,590
124	FN BD8967	Federal National Mortgage Association 3.5%	0.19%	3,742,056
125	NRZT 2022-NQM2 A2	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 3.699%	0.19%	4,420,000
126	RCO 2024-1 A1	RCO VIII MORTGAGE LLC 2024-1 7.0213%	0.19%	3,539,628
127	SFO 2021-555 A	SFO COMMERCIAL MORTGAGE TRUST 6.36148%	0.19%	3,700,000
128	n/a	Federal Home Loan Mortgage Corp. 4.617%	0.19%	3,569,659
129	PRPM 2024-RCF1 A2	PRPM 2024-RCF1 LLC 4%	0.18%	3,600,000
130	FG Q44013	Federal Home Loan Mortgage Corp. 3.5%	0.18%	3,554,255
131	FN BD6401	Federal National Mortgage Association 3.5%	0.18%	3,566,457
132	UNLOK 2023-1 A	UNLOCK HEA TRUST 2023-1 7%	0.18%	3,334,655
133	GNR 2022-152 SA	Government National Mortgage Association 0.70459%	0.18%	30,088,267
134	FHR 4983 SY	Federal Home Loan Mortgage Corp. 0.7054%	0.18%	23,156,951
135	FHR 5105 ID	Federal Home Loan Mortgage Corp. 3%	0.18%	19,079,232
136	GNR 2020-191 UC	Government National Mortgage Association 4%	0.18%	15,945,066
137	n/a	10Y Rtr 3.800000 10-Apr-2025	0.17%	65,000,000
138	GNR 2023-141 SQ	Government National Mortgage Association 0.97466%	0.17%	23,385,028
139	GNR 2023-100 SC	Government National Mortgage Association 0.97466%	0.17%	28,189,752
140	GNR 2021-119 LI	Government National Mortgage Association 3%	0.17%	19,175,093
141	GNR 2022-190 CS	Government National Mortgage Association 0.97466%	0.17%	25,945,245
142	GNR 2021-67 GI	Government National Mortgage Association 3%	0.17%	18,148,137
143	PAID 2024-9 C	Pagaya Ai Debt Grantor Tr 2024 5.774%	0.17%	3,100,000
144	GNR 2021-142 IX	Government National Mortgage Association 2.5%	0.17%	22,170,559
145	FG Q37169	Federal Home Loan Mortgage Corp. 4%	0.16%	3,161,042
146	GNR 2023-17 SY	Government National Mortgage Association 0.97466%	0.16%	22,784,150
147	PRPM 2021-3 A1	PRPM LLC 4.867%	0.16%	3,046,269
148	GNR 2024-97 KS	Government National Mortgage Association 1.95459%	0.16%	18,939,780
149	MPOWR 2024-A B	Mpower Ed Tr 2024-A 8.35%	0.16%	3,000,000
150	FN 932003	Federal National Mortgage Association 5%	0.16%	2,897,662
151	FNR 2020-55 MI	Federal National Mortgage Association 2.5%	0.16%	18,258,921
152	GNR 2021-46 SE	Government National Mortgage Association 1.22466%	0.16%	20,607,889
153	FHR 5371 S	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0.59345%	0.16%	21,399,926
154	GNR 2023-100 KS	Government National Mortgage Association 1.50459%	0.16%	24,839,608
155	GNR 2021-161 SM	Government National Mortgage Association 1.22466%	0.16%	18,912,148
156	n/a	5Y Rtr 3.900000 06-Dec-2024	0.15%	90,000,000
157	GNR 2021-117 ES	Government National Mortgage Association 1.22466%	0.15%	17,633,143
158	FNR 2023-34 S	Federal National Mortgage Association 0.8054%	0.15%	19,457,330
159	GNR 2021-1 IB	Government National Mortgage Association 2.5%	0.15%	18,633,487
160	n/a	Cash Offset	0.14%	2,707,014
161	FNR 2021-54 LI	Federal National Mortgage Association 2.5%	0.14%	19,477,249
162	GNR 2021-158 VI	Government National Mortgage Association 3%	0.14%	16,447,084
163	FG C03798	Federal Home Loan Mortgage Corp. 3.5%	0.14%	2,775,974
164	FNR 2020-40 LS	Federal National Mortgage Association 0.6854%	0.14%	15,634,539
165	GNR 2021-8 BI	Government National Mortgage Association 2.5%	0.14%	17,813,719
166	MELLO 2024-SD1 M1	MELLO MORTGAGE CAPITAL ACCEPTANCE 2024-SD1 4%	0.14%	2,789,000
167	PRPM 2024-RCF1 A3	PRPM 2024-RCF1 LLC 4%	0.14%	2,700,000
168	GNR 2023-17 NS	Government National Mortgage Association 0.80459%	0.14%	23,408,880
169	ARRW 2019-3 M1	Arroyo Mortgage Trust 2019-3 4.204%	0.14%	2,900,000
170	GNR 2020-125 AS	Government National Mortgage Association 1.17466%	0.13%	17,180,764
171	UPST 2021-4 B	UPSTART SECURITIZATION TRUST 1.84%	0.13%	2,509,019
172	FHR 4993 MS	Federal Home Loan Mortgage Corp. 0.6554%	0.13%	14,798,201
173	GNR 2021-111 AI	Government National Mortgage Association 2.5%	0.13%	16,794,257
174	GNR 2022-126 SN	Government National Mortgage Association 0.62459%	0.13%	21,178,019
175	GNR 2023-140 JS	Government National Mortgage Association 2.74863%	0.13%	2,437,311
176	GNR 2019-52 AS	Government National Mortgage Association 0.83901%	0.13%	14,276,917
177	FNR 2021-13 IO	Federal National Mortgage Association 3%	0.13%	13,863,049
178	CMLTI 2015-RP2 B2	Citigroup Mortgage Loan Trust Inc. 4.25%	0.13%	2,445,506
179	ADMT 2024-NQM1 A1	A&D MORTGAGE TRUST 2024-NQM1 6.195%	0.13%	2,343,101
180	CSMC 2014-USA E	CSMC TRUST 4.3733%	0.13%	4,700,000
181	FN 890369	Federal National Mortgage Association 5%	0.13%	2,289,592
182	HILT 2016-SFP D	Hilton USA Trust 2013-HLT 4.92692%	0.13%	5,000,000
183	GNR 2024-79 SH	Government National Mortgage Association 1.90459%	0.13%	13,882,685
184	PRET 2022-NPL1 A1	PRET 2022-NPL1 LLC 2.9814%	0.13%	2,368,329
185	RPM 2021-2A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2.65%	0.13%	2,412,418
186	FN 928373	Federal National Mortgage Association 4.5%	0.12%	2,300,132
187	PAID 2022-5 A	PAGAYA AI DEBT TRUST 2022-5 8.096%	0.12%	2,269,941
188	G2 4772	Government National Mortgage Association 5%	0.12%	2,141,670
189	CIM 2021-NR4 A1	CIM TRUST 2021-NR4 2.816%	0.12%	2,197,310
190	THRM 2023-1A A	THEOREM FUNDING TRUST 2023-1 7.58%	0.12%	2,144,115
191	GNR 2024-64 DS	Government National Mortgage Association 0.05459%	0.12%	32,488,043
192	GNR 2021-122 HI	Government National Mortgage Association 2.5%	0.11%	16,102,451
193	PAID 2023-6 C	PAGAYA AI DEBT TRUST 2023-6 8.491%	0.11%	1,999,487
194	GNR 2019-92 SD	Ginnie Mae (Ze) 1.02466%	0.11%	14,495,374
195	FNR 2022-46 SG	Federal National Mortgage Association 0.71988%	0.11%	19,162,430
196	GNR 2021-159 IP	Government National Mortgage Association 3%	0.11%	12,543,065
197	PRET 2024-NPL4 A2	PRET 2024-NPL4 LLC 9.4373%	0.11%	2,000,000
198	FNR 2019-33 SB	Federal National Mortgage Association 0.6554%	0.11%	15,710,475
199	FNR 2016-101 SK	Federal National Mortgage Association 0.5554%	0.11%	13,652,328
200	AFFRM 2024-X1 CERT	AFFIRM ASSET SECURITIZATION TRUST 2024-X1 0%	0.11%	32,000
201	GNR 2022-128 SD	Government National Mortgage Association 0.63459%	0.10%	18,570,665
202	FG Q08388	Federal Home Loan Mortgage Corp. 3.5%	0.10%	1,961,463
203	FNR 2019-77 SP	Federal National Mortgage Association 0.5554%	0.10%	13,568,814
204	n/a	CDS: (CMBX.NA.7.BBB-)	0.10%	2,292,986
205	FN AH1495	Federal National Mortgage Association 4.5%	0.10%	1,838,954
206	FHR 4987 KS	Federal Home Loan Mortgage Corp. 0.6854%	0.10%	11,144,230
207	NZES 2021-GNT1 A	Newrez LLC / Newres Gmsr Excess Owner LLC 3.474%	0.10%	1,880,346
208	GNR 2020-125 SD	Government National Mortgage Association 1.17466%	0.10%	12,040,191
209	FG G05514	Federal Home Loan Mortgage Corp. 5%	0.10%	1,731,214
210	GNR 2019-117 SA	Government National Mortgage Association 1.02466%	0.09%	11,584,431
211	PAID 2023-3 A	PAGAYA AI DEBT TRUST 2023-3 7.6%	0.09%	1,742,506
212	GNR 2021-27 IN	Government National Mortgage Association 2.5%	0.09%	11,726,349
213	FIGRE 2023-HE3 C	FIGRE TRUST 2023-HE3 7.31%	0.09%	1,669,475
214	VISIO 2021-1R A3	VISIO TRUST 1.688%	0.09%	1,871,148
215	GNR 2020-138 IN	Government National Mortgage Association 2.5%	0.09%	12,241,306
216	GNR 2020-79 S	Government National Mortgage Association 1.02466%	0.09%	10,512,516
217	FG Q02705	Federal Home Loan Mortgage Corp. 4.5%	0.09%	1,631,942
218	FN AB1294	Federal National Mortgage Association 5%	0.09%	1,592,237
219	CIM 2021-NR1 A1	CIM TRUST 5.569%	0.09%	1,640,559
220	GNR 2020-77 GS	Government National Mortgage Association 0.97466%	0.09%	13,963,024
221	FN 995752	Federal National Mortgage Association 4.5%	0.08%	1,565,421
222	FN AB0074	Federal National Mortgage Association 5%	0.08%	1,540,065
223	CSMC 2014-USA F	CSMC TRUST 4.3733%	0.08%	4,050,000
224	n/a	10Y Rtr 3.750000 29-Nov-2024	0.08%	40,000,000
225	GNR 2020-104 SA	Government National Mortgage Association 1.12466%	0.08%	10,716,672
226	GNR 2023-47 AS	Government National Mortgage Association 1.00459%	0.08%	15,693,040
227	FNR 2016-1 SJ	Federal National Mortgage Association 0.7554%	0.08%	11,455,900
228	FNR 2019-57 AS	Federal National Mortgage Association 0.6554%	0.08%	10,369,775
229	GNR 2023-81 SB	Government National Mortgage Association 0.70459%	0.08%	15,608,658
230	FN AI8347	Federal National Mortgage Association 4.5%	0.08%	1,433,562
231	GCAT 2021-CM1 A	GCAT TRUST 2.469%	0.08%	1,515,731
232	GNR 2019-131 IO	Government National Mortgage Association 0.80253%	0.08%	24,631,726
233	FNR 2016-42 SB	Federal National Mortgage Association 0.6054%	0.07%	11,094,224
234	GNR 2014-131 BS	Government National Mortgage Association 0.98901%	0.07%	8,991,462
235	FNR 2017-3 SA	Federal National Mortgage Association 0.6054%	0.07%	9,859,247
236	FNR 2017-72 S	Federal National Mortgage Association 0%	0.07%	25,185,019
237	GNR 2020-191 TI	Government National Mortgage Association 2.5%	0.07%	8,765,083
238	GNR 2019-43 SE	Government National Mortgage Association 1.02466%	0.07%	10,973,096
239	FN AJ9169	Federal National Mortgage Association 4%	0.07%	1,325,655
240	PAID 2023-8 A	PAGAYA AI DEBT TRUST 2023-8 7.299%	0.07%	1,196,428
241	GNR 2024-95 SW	Government National Mortgage Association 0.05459%	0.06%	15,951,360
242	ACMAT 2023-2A A	ACM AUTO TRUST 2023-2 7.97%	0.06%	1,136,765
243	GNR 2018-147 SA	Government National Mortgage Association 1.12466%	0.06%	8,569,598
244	FG Q37018	Federal Home Loan Mortgage Corp. 4%	0.06%	1,127,403
245	FNS 417 C4	Federal National Mortgage Association 3.5%	0.06%	5,442,339
246	THRM 2022-3A A	THEOREM FUNDING TRUST 2022-3 7.6%	0.06%	1,081,035
247	GNR 2023-113 CS	Government National Mortgage Association 0.38459%	0.06%	15,337,707
248	FN AL0180	Federal National Mortgage Association 6.5%	0.05%	937,339
249	FHR 4935 JS	Federal Home Loan Mortgage Corp. 0.6554%	0.05%	6,777,033
250	GNR 2018-21 WS	Government National Mortgage Association 1.12466%	0.05%	6,409,713
251	FNR 2016-37 SA	Federal National Mortgage Association 0.4554%	0.05%	7,762,842
252	FNR 2014-93 ES	Federal National Mortgage Association 0.7554%	0.05%	6,147,452
253	GRADE 2020-FIG1 A1	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 3.568%	0.05%	962,486
254	GNR 2018-1 SA	Government National Mortgage Association 1.12466%	0.05%	6,872,630
255	GNR 2018-94 SA	Government National Mortgage Association 1.12466%	0.05%	6,217,706
256	FNR 2017-51 SC	Federal National Mortgage Association 0.7554%	0.05%	7,498,157
257	GN 701579	Government National Mortgage Association 5%	0.05%	895,485
258	GNR 2019-23 SQ	Government National Mortgage Association 0.97466%	0.05%	6,305,702
259	ACHV 2023-3PL B	ACHV ABS TRUST 2023-3PL 7.17%	0.05%	899,204
260	FNR 2017-90 SP	Federal National Mortgage Association 0.7554%	0.05%	5,610,865
261	GNR 2020-19 IO	Government National Mortgage Association 0.71809%	0.05%	17,765,052
262	ENVA 2023-A A	NETCREDIT COMBINED RECEIVABLES 2023 LLC 7.78%	0.04%	835,324
263	FG G30566	Federal Home Loan Mortgage Corp. 5.5%	0.04%	815,802
264	STWH 2021-NPB1 A1	STANWICH MORTGAGE LOAN COMPANY LLC 2.735%	0.04%	815,204
265	GNR 2018-155 LS	Government National Mortgage Association 1.07466%	0.04%	6,653,897
266	PAID 2021-2 NOTE	PAGAYA AI DEBT SELECTION TRUST 3%	0.04%	783,903
267	GNR 2019-118 IO	Government National Mortgage Association 0.81095%	0.04%	15,943,384
268	GNR 2020-3 IO	Government National Mortgage Association 0.61539%	0.04%	18,733,463
269	GNR 2019-139 IO	Government National Mortgage Association 0.67118%	0.04%	17,467,640
270	GNR 2019-119 GS	Government National Mortgage Association 1.02466%	0.04%	6,800,153
271	GNR 2015-175 AI	Government National Mortgage Association 3.5%	0.04%	9,041,458
272	GNR 2019-134 IO	Government National Mortgage Association 0.65127%	0.04%	16,632,808
273	GNR 2017-170 QS	Government National Mortgage Association 1.12466%	0.04%	5,563,374
274	n/a	WFB TBA CASH COLLATERAL	0.04%	679,000
275	n/a	10Y Rtr 3.250000 19-Aug-2025	0.04%	25,000,000
276	GNR 2019-21 SH	Government National Mortgage Association 0.97466%	0.04%	5,933,843
277	FHR 4965 KS	Federal Home Loan Mortgage Corp. 0.4554%	0.04%	5,067,647
278	GNR 2019-102 IB	Government National Mortgage Association 0.8347%	0.04%	12,616,222
279	GNR 2018-97 MS	Government National Mortgage Association 1.12466%	0.03%	5,288,180
280	GNR 2018-105 SA	Government National Mortgage Association 1.12466%	0.03%	5,106,346
281	n/a	CITI TBA CASH COLLATERAL	0.03%	599,000
282	FHR 4594 SA	Federal Home Loan Mortgage Corp. 0.49345%	0.03%	3,692,767
283	GNR 2018-63 HS	Government National Mortgage Association 1.12466%	0.03%	4,495,654
284	THRM 2022-1A B	THEOREM FUNDING TRUST 2022-1 3.1%	0.03%	535,223
285	GNR 2021-193 ES	Government National Mortgage Association 0%	0.03%	140,612,107
286	GNR 2018-40 SC	Government National Mortgage Association 1.12466%	0.03%	3,919,238
287	CMLTI 2014-A B2	CITIGROUP MORTGAGE LOAN TRUST 5.45857%	0.03%	492,614
288	FHR 4177 IY	Federal Home Loan Mortgage Corp. 4%	0.02%	3,097,613
289	GN 743790	Government National Mortgage Association 5%	0.02%	435,049
290	FHS 318 S1	Federal Home Loan Mortgage Corp. 0.49345%	0.02%	3,997,523
291	HILT 2016-SFP F	Hilton USA Trust 2013-HLT 0%	0.02%	8,700,000
292	FHS 309 S4	Federal Home Loan Mortgage Corp. 0.51345%	0.02%	3,855,002
293	GN 727847	Government National Mortgage Association 5%	0.02%	397,902
294	GNR 2018-139 KS	Government National Mortgage Association 1.07466%	0.02%	3,285,130
295	UPSPT 2021-ST1 A	UPSTART PASS-THROUGH TRUST 2.75%	0.02%	417,824
296	UPST 2023-1 A	UPSTART SECURITIZATION TRUST 2023-1 6.59%	0.02%	390,241
297	NRZT 2014-1A AIO	New Resi Mtg Ln Tr 2014-1 2.22201%	0.02%	7,171,748
298	FNR 2007-54 DI	Federal National Mortgage Association 0.7054%	0.02%	3,641,470
299	FHS 264 S1	Federal Home Loan Mortgage Corp. 0.49345%	0.02%	2,860,286
300	n/a	MS TBA CASH COLLATERAL	0.02%	314,000
301	n/a	BCLE TBA CASH COLLATERAL	0.02%	310,000
302	GNR 2012-121 PI	Government National Mortgage Association 4.5%	0.02%	2,050,886
303	n/a	CITIGROUP GLB MKTS CASH COLL	0.01%	273,000
304	GNR 2014-131 EI	Government National Mortgage Association 4%	0.01%	3,779,192
305	LDPT 2022-C A	LENDINGPOINT 2022-C ASSET SECURITIZATION TRUST 6.56%	0.01%	265,682
306	FHR 4620 AS	Federal Home Loan Mortgage Corp. 0.75534%	0.01%	2,980,502
307	UPSPT 2021-ST9 A	UPSTART PASS-THROUGH TRUST 1.7%	0.01%	256,324
308	FHR 4286 NS	Federal Home Loan Mortgage Corp. 0.44345%	0.01%	1,795,125
309	GN 743793	Government National Mortgage Association 5%	0.01%	223,574
310	FNR 2005-74 NI	Federal National Mortgage Association 0.6854%	0.01%	4,118,220
311	FNR 2013-1 AI	Federal National Mortgage Association 3.5%	0.01%	1,426,268
312	FHS 304 C69	Federal Home Loan Mortgage Corp. 4%	0.01%	1,057,014
313	UPSPT 2021-ST8 A	UPSTART PASS-THROUGH TRUST 1.75%	0.01%	201,264
314	MFT 2023-2A A	MARLETTE FUNDING TRUST 2023-2 6.04%	0.01%	188,120
315	FHR 4068 GI	Federal Home Loan Mortgage Corp. 0.7828%	0.01%	1,877,707
316	FHS 326 S1	Federal Home Loan Mortgage Corp. 0.54345%	0.01%	1,389,445
317	CMLTI 2009-11 1A2	Citigroup Mortgage Loan Trust Inc. 6.42556%	0.01%	150,312
318	n/a	10Y Rtp 4.500000 16-Apr-2025	0.01%	50,000,000
319	FNR 2012-144 HI	Federal National Mortgage Association 3.5%	0.01%	1,286,521
320	n/a	10Y Rtp 4.500000 28-Apr-2025	0.01%	42,000,000
321	FHR 4139 CI	Federal Home Loan Mortgage Corp. 3.5%	0.01%	1,400,547
322	FHR 4107 KS	Federal Home Loan Mortgage Corp. 0.98682%	0.01%	1,683,165
323	GN 583182	Government National Mortgage Association 6.5%	0.00%	83,295
324	n/a	10Y Rtp 4.500000 25-Apr-2025	0.00%	25,000,000
325	GN 556293	Government National Mortgage Association 6.5%	0.00%	31,842
326	FNR 2012-129 IC	Federal National Mortgage Association 3.5%	0.00%	690,782
327	FHR 4147 CI	Federal Home Loan Mortgage Corp. 3.5%	0.00%	450,015
328	FHR 4215 IL	Federal Home Loan Mortgage Corp. 3.5%	0.00%	217,684
329	FNR 2013-16 IO	Federal National Mortgage Association 3.5%	0.00%	451,480
330	FNR 2013-97 SB	Federal National Mortgage Association 0.7054%	0.00%	262,446
331	n/a	5Y Rtp 4.500000 02-Oct-2024	0.00%	150,000,000
332	n/a	5Y Rtp 4.500000 10-Oct-2024	0.00%	100,000,000
333	n/a	5Y Rtp 4.500000 07-Oct-2024	0.00%	80,000,000
334	n/a	CURRENCY	0.00%	440,400,293
335	FNR 2006-5 N1	Federal National Mortgage Association 0%	0.00%	2,001,602
336	VENDE 1998-1 2IO	United States Department of Veterans Affairs 0%	0.00%	239,292
337	VENDE 1998-3 IO	United States Department of Veterans Affairs 0%	0.00%	282,475
338	n/a	5 Year Treasury Note Future Dec 24	0.00%	6,629
339	n/a	2 Year Treasury Note Future Dec 24	0.00%	829
340	n/a	10 Year Treasury Note Future Dec 24	0.00%	5,063
341	n/a	US LONG BOND DEC 24	0.00%	617
342	n/a	Ultra US Treasury Bond Future Dec 24	0.00%	4
343	n/a	10Y Rtr 3.050000 07-Oct-2024	-0.00%	100,000,000
344	n/a	CDS: (CMBX.NA.11.BBB-)	-0.23%	5,000,000
345	n/a	ICE: (CDX.NA.HY.42.V1)	-0.86%	15,000,000

As of Sep 30, 2024

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Asset Class	% Weight
Bond	93.91%
Cash	5.02%
Other	1.07%

Sector	% Weight
United States	95.67%
Other	4.33%